Maximizing predictability in the stock and bond markets

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DC Field	Value	Language
dc.contributor	Lo, Andrew W. (Andrew Wen-Chuan)	-
dc.contributor	MacKinlay, Archie Craig, 1955-	-
dc.date	2003-04-29T05:07:16Z	-
dc.date	2003-04-29T05:07:16Z	-
dc.date	2003-04-29T05:07:16Z	-
dc.date.accessioned	2013-06-01T01:19:05Z	-
dc.date.available	2013-06-01T01:19:05Z	-
dc.date.issued	2013-06-01	-
dc.identifier	no. 3450-92-EFA	-
dc.identifier	http://hdl.handle.net/1721.1/2426	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/jspui/handle/1721	-
dc.description	Andrew W. Lo and A. Craig MacKinlay.	-
dc.description	"First draft: July 1991; Current draft: August 1992."--2nd prelim. p.	-
dc.description	Includes bibliographical references.	-
dc.description	Supported by the Batterymarch Fellowship, the Geewax-Terker Research Fund, and the MIT International Financial Services Research Center. Supported by the National Science Foundation. SES-8821583	-
dc.format	1 v. (various pagings)	-
dc.format	4266305 bytes	-
dc.format	application/pdf	-
dc.language	eng	-
dc.publisher	Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992.	-
dc.relation	Working paper (Sloan School of Management) ; 3450-92.	-
dc.subject	HD28 .M414 no.3450-, 92	-
dc.title	Maximizing predictability in the stock and bond markets	-
Appears in Collections:	MIT Items

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